0001145549-11-007058.txt : 20110829
0001145549-11-007058.hdr.sgml : 20110829
20110707142606
ACCESSION NUMBER: 0001145549-11-007058
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110707
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
IRS NUMBER: 136022042
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-04415
FILM NUMBER: 11956010
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005087
Money Market Account
C000013874
Retirement Annuity
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-06-30
0000777535
S000005087
1
N
N
N
N
033-00480
TIAA-CREF Investment Management, LLC
801-38029
PricewaterhouseCoopers LLP
Boston
MA
N
N
Y
Prime
54
63
11948246496.25
3362439.61
755092.17
11950853843.69
0.0015
25.5358
2011-06-30
25.5358
2011-06-30
C000013874
1.00
11950853843.69
25.53
120705377.00
293058835.00
172353458.00
0.0000
25.5358
2011-06-30
25.5358
2011-06-30
Abbott Laboratories
Abbott Laboratories 0.165000%
00282DUC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
26900000.00
26898643.79
0.0023
N
26899462.00
26899462.00
Abbott Laboratories
Abbott Laboratories 0.160000%
00282DUC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
10000000.00
9999511.11
0.0008
N
9999800.00
9999800.00
Abbott Laboratories
Abbott Laboratories 0.160000%
00282DUJ7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
33000000.00
32997506.66
0.0028
N
32999010.00
32999010.00
Abbott Laboratories
Abbott Laboratories 0.120000%
00282DUS7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
30000000.00
29997500.00
0.0025
N
29998701.00
29998701.00
Abbott Laboratories
Abbott Laboratories 0.110000%
00282DV15
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
7600000.00
7599280.11
0.0006
N
7599574.40
7599574.40
Abbott Laboratories
Abbott Laboratories 0.140000%
00282DV15
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
4740000.00
4739428.57
0.0004
N
4739734.56
4739734.56
Abbott Laboratories
Abbott Laboratories 0.120000%
00282DVP2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
13440000.00
13437625.60
0.0011
N
13438387.20
13438387.20
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.330000%
05253CVA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
7300000.00
7297323.33
0.0006
N
7299376.58
7299376.58
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.165000%
05253CW28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
10000000.00
9997112.50
0.0008
N
9998524.00
9998524.00
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.305000%
05253CW77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
40000000.00
39976955.56
0.0033
N
39993408.00
39993408.00
Australia & New Zealand Banking Group Ltd.
Australia & New Zealand Banking Group Ltd. 0.235000%
05253CYP5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
4440000.00
4435797.42
0.0004
N
4437533.14
4437533.14
Bank of Montreal
Bank of Montreal 0.120000%
06366U5G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
30000000.00
30000000.00
0.0025
N
29999709.00
29999709.00
Bank of Montreal
Bank of Montreal 0.120000%
06366UX45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
50000000.00
50000000.00
0.0042
N
50000000.50
50000000.50
Bank of Montreal
Bank of Montreal 0.150000%
06367KVN6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
30000000.00
29993500.00
0.0025
N
29990946.00
29990946.00
Bank of Nova Scotia
Bank of Nova Scotia 0.195000%
06416KU81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
20000000.00
19999241.67
0.0017
N
19999734.00
19999734.00
Bank of Nova Scotia
Bank of Nova Scotia 0.100000%
06416KUS7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
10000000.00
9999305.55
0.0008
N
9999567.00
9999567.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06416KUV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
15000000.00
14997900.00
0.0013
N
14999275.50
14999275.50
Bank of Nova Scotia
Bank of Nova Scotia 0.150000%
06416KV98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
5000000.00
4999187.50
0.0004
N
4999594.50
4999594.50
Bank of Nova Scotia
Bank of Nova Scotia 0.125000%
06416KVG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
38585000.00
38578837.11
0.0032
N
38580971.73
38580971.73
Bank of Nova Scotia
Bank of Nova Scotia 0.140000%
06416KVV9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
10000000.00
9997705.55
0.0008
N
9998667.00
9998667.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06416KW22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
10620000.00
10616654.70
0.0009
N
10618432.49
10618432.49
Bank of Nova Scotia
Bank of Nova Scotia 0.165000%
06416KWS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
20000000.00
19992025.00
0.0017
N
19995160.00
19995160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417D3M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
20000000.00
20000000.00
0.0017
N
20000354.20
20000354.20
Bank of Nova Scotia
Bank of Nova Scotia 0.160000%
06417D5P6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
20000000.00
20000000.00
0.0017
N
19999100.00
19999100.00
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DT21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
30000000.00
30000000.00
0.0025
N
30001107.30
30001107.30
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417DU94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
50000000.00
50000000.00
0.0042
N
50002330.50
50002330.50
Bank of Nova Scotia
Bank of Nova Scotia 0.200000%
06417DY33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
50000000.00
50000000.00
0.0042
N
50002995.50
50002995.50
Barclays Bank PLC
Barclays Bank PLC 0.410000%
06740MZH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
25000000.00
25000000.00
0.0021
N
25002267.75
25002267.75
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.270000%
06737JU52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
22455000.00
22454326.35
0.0019
N
22454719.31
22454719.31
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.270000%
06737JUM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
40000000.00
39994000.00
0.0033
N
39997200.00
39997200.00
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.260000%
06737JUR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
10000000.00
9998266.67
0.0008
N
9999104.00
9999104.00
Barclays U.S. Funding Corp.
Barclays U.S. Funding Corp. 0.235000%
06737JWC5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
25000000.00
24988086.81
0.0021
N
24989772.50
24989772.50
BNP Paribas
BNP Paribas 0.350000%
0556M56N0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
14985000.00
14985473.06
0.0013
N
14987268.88
14987268.88
BNP Paribas
BNP Paribas 0.330000%
0556M56T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
30000000.00
30000000.00
0.0025
N
30003495.30
30003495.30
BNP Paribas
BNP Paribas 0.470000%
05572WAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
10000000.00
10001702.29
0.0008
N
10004462.10
10004462.10
BNP Paribas
BNP Paribas 0.310000%
05572WBK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
50000000.00
50000000.00
0.0042
N
50005235.50
50005235.50
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.270000%
0556N1U50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
7000000.00
6999790.00
0.0006
N
6999912.50
6999912.50
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.305000%
0556N1VK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
23340000.00
23330310.66
0.0020
N
23334391.40
23334391.40
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.250000%
0556N1WK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
18000000.00
17990000.00
0.0015
N
17991576.00
17991576.00
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.240000%
0556N1WP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
20000000.00
19988800.00
0.0017
N
19989942.00
19989942.00
BNP Paribas Finance, Inc.
BNP Paribas Finance, Inc. 0.230000%
0556N1X32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
25000000.00
24984986.11
0.0021
N
24985287.50
24985287.50
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240000%
13606XX37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
30000000.00
30000000.00
0.0025
N
30003207.30
30003207.30
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.200000%
19121BU64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
26175000.00
26174272.91
0.0022
N
26174607.38
26174607.38
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.200000%
19121BUK3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
25000000.00
24997500.00
0.0021
N
24998812.50
24998812.50
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.195000%
19121BUL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
22055000.00
22052730.17
0.0018
N
22053897.25
22053897.25
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.240000%
19121BV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
25410000.00
25404409.80
0.0021
N
25407720.72
25407720.72
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.245000%
19121BV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
20610000.00
20605371.34
0.0017
N
20608151.28
20608151.28
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.170000%
19121BVN6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
25000000.00
24993861.11
0.0021
N
24995952.50
24995952.50
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.160000%
19121BVN6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
11000000.00
10997457.78
0.0009
N
10998219.10
10998219.10
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.135000%
19121BVP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
4422000.00
4421121.13
0.0004
N
4421270.37
4421270.37
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.140000%
19121BVP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
3971000.00
3970181.53
0.0003
N
3970344.79
3970344.79
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.215000%
19121BVQ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
16000000.00
15994840.00
0.0013
N
15997310.40
15997310.40
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.130000%
19121BVS5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
10000000.00
9997977.78
0.0008
N
9998258.00
9998258.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.120000%
19121BVW6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
8750000.00
8748250.00
0.0007
N
8748354.13
8748354.13
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.140000%
19121BW70
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
15000000.00
14996033.34
0.0013
N
14996665.50
14996665.50
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.155000%
19121BW96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
5216000.00
5214427.96
0.0004
N
5214796.67
5214796.67
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.130000%
19121BWE5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
15795000.00
15790722.19
0.0013
N
15790965.96
15790965.96
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.160000%
19121BWG0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
20000000.00
19993155.56
0.0017
N
19994714.00
19994714.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.155000%
19121BWL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
20000000.00
19993025.00
0.0017
N
19994306.00
19994306.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.160000%
19121BWL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
20000000.00
19992800.00
0.0017
N
19994306.00
19994306.00
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.150000%
19121BWL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
5200000.00
5198245.00
0.0004
N
5198519.56
5198519.56
Coca-Cola Co. (The)
Coca-Cola Co. (The) 0.180000%
19121BY37
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
4770000.00
4767018.75
0.0004
N
4767428.97
4767428.97
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.070000%
19416FU77
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
7700000.00
7699910.17
0.0006
N
7699909.91
7699909.91
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.060000%
19416FUM4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
10000000.00
9999666.67
0.0008
N
9999650.00
9999650.00
Colgate-Palmolive Co.
Colgate-Palmolive Co. 0.080000%
19416FUN2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
7165000.00
7164665.64
0.0006
N
7164737.04
7164737.04
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.150000%
20272EU55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
2100000.00
2099965.00
0.0002
N
2099964.93
2099964.93
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.205000%
20272EUC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
15000000.00
14999060.42
0.0013
N
14999428.50
14999428.50
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.150000%
20272EV88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
25000000.00
24996041.67
0.0021
N
24996695.00
24996695.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272EVJ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
25000000.00
24993666.67
0.0021
N
24995382.50
24995382.50
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EVR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
48700000.00
48687351.52
0.0041
N
48689066.85
48689066.85
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272EVR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
40000000.00
39989000.00
0.0033
N
39991020.00
39991020.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.160000%
20272EVR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
1000000.00
999755.55
0.0001
N
999775.50
999775.50
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.180000%
22532CU10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
30000000.00
0.0025
N
29999925.00
29999925.00
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.245000%
22532CUE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
25000000.00
24997788.19
0.0021
N
24998950.00
24998950.00
Credit Agricole North America, Inc.
Credit Agricole North America, Inc. 0.240000%
22532CUT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
20000000.00
19996533.33
0.0017
N
19998006.00
19998006.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154T3C9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
50000000.00
50000000.00
0.0042
N
50003400.50
50003400.50
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25154TV46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
50000000.00
50000000.00
0.0042
N
50009325.50
50009325.50
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.230000%
25153KU88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
20000000.00
19999105.55
0.0017
N
19999454.00
19999454.00
Deutsche Bank Financial LLC
Deutsche Bank Financial LLC 0.210000%
25153KUN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
30000000.00
29996325.00
0.0025
N
29997213.00
29997213.00
Fairway Finance Corp.
Fairway Finance Corp. 0.130000%
30601WU80
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Bank of Montreal
N/A
N/A
N
24655000.00
24654376.78
0.0021
N
24654270.21
24654270.21
Fairway Finance Corp.
Fairway Finance Corp. 0.160000%
30601WUD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
Y
Bank of Montreal
N/A
N/A
N
20000000.00
19998933.33
0.0017
N
19998952.00
19998952.00
Fairway Finance Corp.
Fairway Finance Corp. 0.130000%
30601WUE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
Y
Bank of Montreal
N/A
N/A
N
21804000.00
21802976.42
0.0018
N
21802744.09
21802744.09
Fairway Finance Corp.
Fairway Finance Corp. 0.205000%
30601WUK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Bank of Montreal
N/A
N/A
N
24835000.00
24832454.41
0.0021
N
24832941.18
24832941.18
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WUN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
Y
Bank of Montreal
N/A
N/A
N
32000000.00
31996826.67
0.0027
N
31996851.20
31996851.20
Fairway Finance Corp.
Fairway Finance Corp. 0.135000%
30601WUT4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
Y
Bank of Montreal
N/A
N/A
N
12084000.00
12082821.81
0.0010
N
12082487.08
12082487.08
Fairway Finance Corp.
Fairway Finance Corp. 0.140000%
30601WV89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
Y
Bank of Montreal
N/A
N/A
N
12141000.00
12139205.83
0.0010
N
12138684.71
12138684.71
Fairway Finance Corp.
Fairway Finance Corp. 0.180000%
30601WVK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
Y
Bank of Montreal
N/A
N/A
N
9098000.00
9095770.99
0.0008
N
9095687.29
9095687.29
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WW62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
Y
Bank of Montreal
N/A
N/A
N
47763000.00
47747888.32
0.0040
N
47745408.89
47745408.89
Fairway Finance Corp.
Fairway Finance Corp. 0.170000%
30601WW70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
Y
Bank of Montreal
N/A
N/A
N
25015000.00
25006967.40
0.0021
N
25005601.86
25005601.86
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.150000%
30603BUK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
49200000.00
49196310.00
0.0041
N
49198184.52
49198184.52
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.140000%
30603BUN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
10000000.00
9999183.33
0.0008
N
9999572.00
9999572.00
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.130000%
30603BV26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
20000000.00
19997688.88
0.0017
N
19998570.00
19998570.00
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.150000%
30603BV42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
36250000.00
36244864.58
0.0030
N
36247074.63
36247074.63
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.150000%
30603BV91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
45000000.00
44992687.50
0.0038
N
44995149.00
44995149.00
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.160000%
30603BVB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
24000000.00
23995626.67
0.0020
N
23997144.00
23997144.00
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.150000%
30603BVG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
19350000.00
19346291.25
0.0016
N
19347196.19
19347196.19
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.170000%
30603BVQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
16000000.00
15995920.00
0.0013
N
15997140.80
15997140.80
Falcon Asset Securitization Co. LLC
Falcon Asset Securitization Co. LLC 0.170000%
30603BW82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
45000000.00
44985337.50
0.0038
N
44988889.50
44988889.50
Federal Farm Credit Bank
Federal Farm Credit Bank 0.100000%
313312LK4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
325000.00
324938.61
0.0000
N
324981.48
324981.48
Federal Farm Credit Bank
Federal Farm Credit Bank 0.100000%
313312PG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
4500000.00
4498287.50
0.0004
N
4498803.00
4498803.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.140000%
31331J5A7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-02-13
N
N
N
90000000.00
89996858.12
0.0075
N
89997390.00
89997390.00
Federal Farm Credit Bank
Federal Farm Credit Bank 0.097100%
31331JSC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
45000000.00
44999902.07
0.0038
N
45002025.00
45002025.00
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313370Q35
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-08-12
N
N
N
100000000.00
100000000.00
0.0084
N
100004200.00
100004200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-01-13
N
N
N
120000000.00
119996745.41
0.0100
N
120006480.00
120006480.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
30000000.00
0.0025
N
30000000.00
30000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
10000000.00
10000000.00
0.0008
N
10000000.00
10000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384HU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
8315000.00
8314965.35
0.0007
N
8314975.06
8314975.06
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
19000000.00
18999461.67
0.0016
N
18999867.00
18999867.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
15377000.00
15376692.46
0.0013
N
15376892.36
15376892.36
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
20000000.00
19999675.00
0.0017
N
19999860.00
19999860.00
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
40000000.00
39999300.00
0.0033
N
39999680.00
39999680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384JD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
38520000.00
38519400.80
0.0032
N
38519691.84
38519691.84
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384JJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
24600000.00
24599415.75
0.0021
N
24599729.40
24599729.40
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
15000000.00
14999327.08
0.0013
N
14999835.00
14999835.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
35381000.00
35379761.67
0.0030
N
35380575.43
35380575.43
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
13000000.00
12999507.08
0.0011
N
12999844.00
12999844.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
3590000.00
3589895.29
0.0003
N
3589956.92
3589956.92
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JR1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
39200000.00
39198584.44
0.0033
N
39199451.20
39199451.20
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
40000000.00
39997822.22
0.0033
N
39999360.00
39999360.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
30000000.00
29998483.33
0.0025
N
29999520.00
29999520.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
19440000.00
19439092.80
0.0016
N
19439688.96
19439688.96
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
16133000.00
16132309.87
0.0013
N
16132741.87
16132741.87
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
7132000.00
7131722.64
0.0006
N
7131885.89
7131885.89
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384JX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
11000000.00
10999413.34
0.0009
N
10999802.00
10999802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
30000000.00
29998104.16
0.0025
N
29999430.00
29999430.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
26300000.00
26298721.53
0.0022
N
26299500.30
26299500.30
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
20015000.00
20013443.28
0.0017
N
20014619.72
20014619.72
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
6450000.00
6449749.17
0.0005
N
6449877.45
6449877.45
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
50000000.00
49995555.55
0.0042
N
49998900.00
49998900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
7400000.00
7399424.44
0.0006
N
7399837.20
7399837.20
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
46000000.00
45996243.33
0.0038
N
45998942.00
45998942.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
5000000.00
4999562.50
0.0004
N
4999885.00
4999885.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
55900000.00
55894891.36
0.0047
N
55898546.60
55898546.60
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
50000000.00
49995756.94
0.0042
N
49998700.00
49998700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
48000000.00
47995300.00
0.0040
N
47998752.00
47998752.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384KN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
25400000.00
25397181.30
0.0021
N
25399339.60
25399339.60
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
25000000.00
24997958.33
0.0021
N
24999325.00
24999325.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
15453000.00
15451527.66
0.0013
N
15452582.77
15452582.77
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
15255000.00
15254377.09
0.0013
N
15254588.12
15254588.12
Federal Home Loan Bank
Federal Home Loan Bank 0.072000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
4418000.00
4417567.04
0.0004
N
4417880.71
4417880.71
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384KU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
21750000.00
21747758.54
0.0018
N
21749369.25
21749369.25
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384KV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
50000000.00
49993625.00
0.0042
N
49998500.00
49998500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384KV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
40000000.00
39995500.00
0.0033
N
39998800.00
39998800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384KV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
24480000.00
24476695.20
0.0020
N
24479265.60
24479265.60
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
63355000.00
63347504.70
0.0053
N
63353036.00
63353036.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384KX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
61590000.00
61581377.40
0.0052
N
61588090.71
61588090.71
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384KX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
24050000.00
24048877.67
0.0020
N
24049254.45
24049254.45
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384LB3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
50000000.00
49992500.00
0.0042
N
49998350.00
49998350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384LC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
1285000.00
1284880.25
0.0001
N
1284956.31
1284956.31
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384LJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
17900000.00
17897168.32
0.0015
N
17898997.60
17898997.60
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384LK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
17000000.00
16997110.00
0.0014
N
16999031.00
16999031.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
54235000.00
54226036.16
0.0045
N
54231854.37
54231854.37
Federal Home Loan Bank
Federal Home Loan Bank 0.045000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
29745000.00
29742397.31
0.0025
N
29743274.79
29743274.79
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
25000000.00
24996111.11
0.0021
N
24998550.00
24998550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384LS6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
50000000.00
49992187.50
0.0042
N
49996900.00
49996900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384LX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
19035000.00
19033308.00
0.0016
N
19033724.66
19033724.66
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
70000000.00
69991833.32
0.0059
N
69995100.00
69995100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384MB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
3515000.00
3514384.87
0.0003
N
3514753.95
3514753.95
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384MY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
6500000.00
6498104.17
0.0005
N
6499239.50
6499239.50
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
3133XWKY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
120000000.00
119999326.60
0.0100
N
120000240.00
120000240.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.060000%
3128X9MQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-11-09
N
N
N
151500000.00
151459630.50
0.0127
N
151463943.00
151463943.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.215000%
313396HW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
4660000.00
4659805.19
0.0004
N
4659981.36
4659981.36
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.025000%
313396HZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
30000000.00
29999791.67
0.0025
N
29999820.00
29999820.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396HZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
16049000.00
16048643.36
0.0013
N
16048903.71
16048903.71
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.060000%
313396JG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
50000000.00
49998583.33
0.0042
N
49999550.00
49999550.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396JG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
18670000.00
18669294.69
0.0016
N
18669831.97
18669831.97
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.035000%
313396JG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
15000000.00
14999752.08
0.0013
N
14999865.00
14999865.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.085000%
313396JJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
8350000.00
8349625.41
0.0007
N
8349908.15
8349908.15
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.040000%
313396JL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
20000000.00
19999533.33
0.0017
N
19999760.00
19999760.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.050000%
313396JP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
47694000.00
47692410.20
0.0040
N
47693379.98
47693379.98
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.051000%
313396JP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
14510000.00
14509516.33
0.0012
N
14509811.37
14509811.37
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.051000%
313396JR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
10300000.00
10299628.06
0.0009
N
10299855.80
10299855.80
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.055000%
313396JW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
17756000.00
17755159.05
0.0015
N
17755698.15
17755698.15
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.060000%
313396JW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
13400000.00
13399307.66
0.0011
N
13399772.20
13399772.20
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396KD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
14725000.00
14723911.99
0.0012
N
14724690.78
14724690.78
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396KD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
13300000.00
13298876.89
0.0011
N
13299720.70
13299720.70
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396KF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
46465000.00
46460869.78
0.0039
N
46463977.77
46463977.77
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.075000%
313396KG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
50000000.00
49995729.16
0.0042
N
49998850.00
49998850.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396KG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
10000000.00
9999088.89
0.0008
N
9999770.00
9999770.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.080000%
313396KL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
11738000.00
11736826.20
0.0010
N
11737706.55
11737706.55
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.085000%
313396KT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
29841000.00
29837336.19
0.0025
N
29840134.61
29840134.61
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.090000%
313396KT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
5000000.00
4999350.00
0.0004
N
4999855.00
4999855.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.075000%
313396LA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
100000000.00
99987708.32
0.0084
N
99996700.00
99996700.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.085000%
313396LA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
25000000.00
24996517.36
0.0021
N
24999175.00
24999175.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.062000%
313396LD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
10209000.00
10207909.90
0.0009
N
10208469.13
10208469.13
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.085000%
313396LJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
6000000.00
5999050.83
0.0005
N
5999664.00
5999664.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.050000%
313396LJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
2925000.00
2924727.81
0.0002
N
2924836.20
2924836.20
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.055000%
313396LJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
2925000.00
2924700.60
0.0002
N
2924836.20
2924836.20
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396LQ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
1620000.00
1619770.05
0.0001
N
1619901.18
1619901.18
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.075000%
313396LX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
17280000.00
17277120.00
0.0014
N
17278842.24
17278842.24
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.050000%
313396LX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
7700000.00
7699144.45
0.0006
N
7699484.10
7699484.10
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.055000%
313396ME0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
42100000.00
42094404.21
0.0035
N
42096968.80
42096968.80
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396MF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
50000000.00
49991444.44
0.0042
N
49996350.00
49996350.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.095000%
313396MF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
25000000.00
24994194.45
0.0021
N
24998175.00
24998175.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.100000%
313396MQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
50000000.00
49986527.78
0.0042
N
49994600.00
49994600.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.075000%
313396MV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
3600000.00
3599235.00
0.0003
N
3599593.20
3599593.20
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396MW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
10000000.00
9997997.22
0.0008
N
9998860.00
9998860.00
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396NC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
5400000.00
5398855.50
0.0005
N
5399346.60
5399346.60
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.070000%
313396ND1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
6720000.00
6718562.67
0.0006
N
6719180.16
6719180.16
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.290000%
313396NV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
2500000.00
2497462.50
0.0002
N
2499387.50
2499387.50
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.210000%
3134G1DL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-11-07
N
N
N
27400000.00
27405393.00
0.0023
N
27407562.40
27407562.40
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 0.230000%
3134G1LW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-01-09
N
N
N
100000000.00
100039934.02
0.0084
N
100046500.00
100046500.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
24690000.00
24689691.37
0.0021
N
24689925.93
24689925.93
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
16750000.00
16749804.58
0.0014
N
16749949.75
16749949.75
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588HV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
8870000.00
8869903.91
0.0007
N
8869973.39
8869973.39
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.205000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
50000000.00
49996583.33
0.0042
N
49999650.00
49999650.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
25000000.00
24999375.00
0.0021
N
24999825.00
24999825.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.045000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
22760000.00
22759658.60
0.0019
N
22759840.68
22759840.68
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.067500%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
13900000.00
13899687.25
0.0012
N
13899902.70
13899902.70
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588JB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
4490000.00
4489880.27
0.0004
N
4489968.57
4489968.57
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588JG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
20000000.00
19999622.22
0.0017
N
19999820.00
19999820.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
30000000.00
29998733.33
0.0025
N
29999670.00
29999670.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
20500000.00
20499242.64
0.0017
N
20499774.50
20499774.50
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588JJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
6348000.00
6347782.23
0.0005
N
6347930.17
6347930.17
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.045000%
313588JK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
68781000.00
68779280.48
0.0058
N
68780243.41
68780243.41
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588JK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
3300000.00
3299926.67
0.0003
N
3299963.70
3299963.70
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588JP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
50000000.00
49997833.33
0.0042
N
49999350.00
49999350.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588JP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
25000000.00
24999166.67
0.0021
N
24999675.00
24999675.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.045000%
313588JR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
38700000.00
38698742.25
0.0032
N
38699458.20
38699458.20
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588JR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
36374000.00
36372949.20
0.0030
N
36373490.76
36373490.76
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588JR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
5555000.00
5554799.40
0.0005
N
5554922.23
5554922.23
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.100000%
313588JY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
907000.00
906916.86
0.0001
N
906983.67
906983.67
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.095000%
313588KD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
30394000.00
30390952.16
0.0025
N
30393361.73
30393361.73
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588KD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
10454000.00
10453558.61
0.0009
N
10453780.47
10453780.47
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.085000%
313588KD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
4100000.00
4099632.14
0.0003
N
4099913.90
4099913.90
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588KF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
34250000.00
34247336.11
0.0029
N
34249246.50
34249246.50
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.085000%
313588KN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
4080000.00
4079547.23
0.0003
N
4079893.92
4079893.92
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588KT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
13400000.00
13398548.32
0.0011
N
13399611.40
13399611.40
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.085000%
313588KV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
25000000.00
24996812.50
0.0021
N
24999250.00
24999250.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.075000%
313588KV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
7075000.00
7074204.06
0.0006
N
7074787.75
7074787.75
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.080000%
313588LC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
59835000.00
59826889.03
0.0050
N
59832965.61
59832965.61
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.090000%
313588LC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
57630000.00
57621211.43
0.0048
N
57628040.58
57628040.58
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588LC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
50000000.00
49994493.06
0.0042
N
49998300.00
49998300.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
23210000.00
23208246.36
0.0019
N
23208677.03
23208677.03
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
12400000.00
12398828.89
0.0010
N
12399293.20
12399293.20
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
7200000.00
7199048.00
0.0006
N
7199589.60
7199589.60
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.060000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
3000000.00
2999660.00
0.0003
N
2999829.00
2999829.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LR4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
35360000.00
35356365.77
0.0030
N
35357807.68
35357807.68
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
12600000.00
12598293.75
0.0011
N
12599218.80
12599218.80
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.045000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
9200000.00
9199137.50
0.0008
N
9199429.60
9199429.60
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
7000000.00
6999270.83
0.0006
N
6999566.00
6999566.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.060000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
3600000.00
3599550.00
0.0003
N
3599776.80
3599776.80
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.040000%
313588LT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
50000000.00
49995777.78
0.0042
N
49996850.00
49996850.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
17015000.00
17013203.97
0.0014
N
17013928.06
17013928.06
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
10000000.00
9998888.89
0.0008
N
9999330.00
9999330.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588LZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
40450000.00
40443550.47
0.0034
N
40447249.40
40447249.40
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.150000%
313588LZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
14385000.00
14380085.13
0.0012
N
14384021.82
14384021.82
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.050000%
313588LZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
13000000.00
12998519.44
0.0011
N
12999116.00
12999116.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.055000%
313588MA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
4680000.00
4679406.55
0.0004
N
4679677.08
4679677.08
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588MA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
2150000.00
2149653.01
0.0002
N
2149851.65
2149851.65
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.100000%
313588MG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
3823000.00
3822054.87
0.0003
N
3822717.10
3822717.10
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.065000%
313588MM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
20205000.00
20201570.76
0.0017
N
20202898.68
20202898.68
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.100000%
313588MM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
20000000.00
19994777.78
0.0017
N
19997920.00
19997920.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.100000%
313588MN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
4800000.00
4798733.34
0.0004
N
4799491.20
4799491.20
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.070000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
16555000.00
16551684.40
0.0014
N
16553112.73
16553112.73
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.120000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
20000000.00
19992200.00
0.0017
N
19997400.00
19997400.00
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.100000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
6697000.00
6694823.48
0.0006
N
6696129.39
6696129.39
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.105000%
313588PQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
15195000.00
15188573.78
0.0013
N
15190715.01
15190715.01
Federal National Mortgage Assoc.
Federal National Mortgage Assoc. 0.110000%
313588QE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
15285000.00
15277574.04
0.0013
N
15278931.86
15278931.86
General Electric Capital Corp.
General Electric Capital Corp. 0.250000%
36959JU68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
20000000.00
19999305.55
0.0017
N
19999866.00
19999866.00
General Electric Capital Corp.
General Electric Capital Corp. 0.230000%
36959JUC5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
40000000.00
39997188.89
0.0033
N
39999468.00
39999468.00
General Electric Capital Corp.
General Electric Capital Corp. 0.120000%
36959JUE1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
12000000.00
11999480.00
0.0010
N
11999812.80
11999812.80
General Electric Capital Corp.
General Electric Capital Corp. 0.240000%
36959JUU5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
40000000.00
39992800.00
0.0033
N
39998756.00
39998756.00
General Electric Capital Corp.
General Electric Capital Corp. 0.100000%
36959JV26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
50000000.00
49995555.56
0.0042
N
49997800.00
49997800.00
General Electric Capital Corp.
General Electric Capital Corp. 0.120000%
36959JWN9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
40000000.00
39988933.33
0.0033
N
39990108.00
39990108.00
General Electric Capital Corp.
General Electric Capital Corp. 0.120000%
36959JWT6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
22000000.00
21993546.67
0.0018
N
21994073.20
21994073.20
General Electric Capital Corp.
General Electric Capital Corp. 0.190000%
36959JXB4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
20000000.00
19989233.33
0.0017
N
19993192.00
19993192.00
General Electric Co.
General Electric Co. 0.130000%
36960MU19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
30000000.00
30000000.00
0.0025
N
29999967.00
29999967.00
General Electric Co.
General Electric Co. 0.130000%
36960MWU3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
25000000.00
24991965.28
0.0021
N
24993127.50
24993127.50
International Business Machines Corp.
International Business Machines Corp. 0.070000%
45920GUC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
6050000.00
6049870.60
0.0005
N
6049798.54
6049798.54
International Business Machines Corp.
International Business Machines Corp. 0.070000%
45920GUJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
16000000.00
15999471.11
0.0013
N
15999200.00
15999200.00
Johnson & Johnson
Johnson & Johnson 0.210000%
47816GU64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
50000000.00
49998541.66
0.0042
N
49999500.00
49999500.00
Johnson & Johnson
Johnson & Johnson 0.200000%
47816GUD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
9000000.00
8999400.00
0.0008
N
8999804.70
8999804.70
Johnson & Johnson
Johnson & Johnson 0.180000%
47816GUS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
10000000.00
9998750.00
0.0008
N
9999567.00
9999567.00
Johnson & Johnson
Johnson & Johnson 0.200000%
47816GV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
15000000.00
14997250.00
0.0013
N
14999079.00
14999079.00
Johnson & Johnson
Johnson & Johnson 0.170000%
47816GV30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
6249000.00
6248026.20
0.0005
N
6248616.31
6248616.31
Johnson & Johnson
Johnson & Johnson 0.220000%
47816GW62
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
8911000.00
8907351.44
0.0007
N
8909568.89
8909568.89
Johnson & Johnson
Johnson & Johnson 0.120000%
47816GW70
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
20000000.00
19995466.67
0.0017
N
19996704.00
19996704.00
JPMorgan Chase & Co.
JPMorgan Chase & Co. 0.100000%
4662J1UB4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
40000000.00
39998888.88
0.0033
N
39998412.00
39998412.00
JPMorgan Chase & Co.
JPMorgan Chase & Co. 0.100000%
4662J1UC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
20000000.00
19999388.89
0.0017
N
19999114.00
19999114.00
JPMorgan Chase & Co.
JPMorgan Chase & Co. 0.150000%
4662J1UD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
25000000.00
24998750.00
0.0021
N
24998782.50
24998782.50
JPMorgan Chase & Co.
JPMorgan Chase & Co. 0.070000%
4662J1VN7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
20000000.00
19997977.78
0.0017
N
19993964.00
19993964.00
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA 0.210000%
4662C1XH5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
580000.00
579634.60
0.0000
N
579469.65
579469.65
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA 0.240000%
4662C1YH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
2083000.00
2081069.75
0.0002
N
2080140.46
2080140.46
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.150000%
4820P3UL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
20000000.00
19998416.67
0.0017
N
19998022.00
19998022.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.140000%
4820P3UM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
18400000.00
18398568.89
0.0015
N
18398068.00
18398068.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.170000%
4820P3VG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
15000000.00
14996741.67
0.0013
N
14996064.00
14996064.00
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.170000%
4820P3VH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
42425000.00
42415584.01
0.0035
N
42413574.95
42413574.95
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.170000%
4820P3VN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
19000000.00
18995334.44
0.0016
N
18994265.80
18994265.80
Jupiter Securitization Co. LLC
Jupiter Securitization Co. LLC 0.170000%
4820P3W82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
25000000.00
24991854.16
0.0021
N
24989452.50
24989452.50
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.275000%
53943SU13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
52525000.00
52525000.00
0.0044
N
52524826.67
52524826.67
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.180000%
53943SUC9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
25000000.00
24998625.00
0.0021
N
24998892.50
24998892.50
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.205000%
53943SUK1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
16500000.00
16498308.75
0.0014
N
16498719.60
16498719.60
Lloyds TSB Bank PLC
Lloyds TSB Bank PLC 0.235000%
53943SV95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
20000000.00
19994908.33
0.0017
N
19995778.00
19995778.00
Merck & Co., Inc.
Merck & Co., Inc. 0.100000%
58934BVF8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
1285000.00
1284839.38
0.0001
N
1284868.67
1284868.67
Merck & Co., Inc.
Merck & Co., Inc. 0.100000%
58934BVW1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
25000000.00
24995833.33
0.0021
N
24996570.00
24996570.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.255000%
63253KU13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
25000000.00
25000000.00
0.0021
N
24999972.50
24999972.50
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.130000%
63253KU13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
25000000.00
25000000.00
0.0021
N
24999972.50
24999972.50
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.200000%
63253KU62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
8000000.00
7999777.78
0.0007
N
7999946.40
7999946.40
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.190000%
63253KUB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
10000000.00
9999472.22
0.0008
N
9999878.00
9999878.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.120000%
63253KUC9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
20000000.00
19999266.67
0.0017
N
19999734.00
19999734.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.150000%
63253KV12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
5000000.00
4999354.16
0.0004
N
4999800.00
4999800.00
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.165000%
63253KW11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
5900000.00
5898323.42
0.0005
N
5899050.10
5899050.10
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.155000%
63253KW29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
25000000.00
24993218.75
0.0021
N
24995867.50
24995867.50
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.160000%
63253KWD5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
25000000.00
24991777.78
0.0021
N
24994792.50
24994792.50
National Australia Funding Delaware, Inc.
National Australia Funding Delaware, Inc. 0.200000%
63253KX51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
15000000.00
14992000.00
0.0013
N
14995351.50
14995351.50
Nestle Capital Corp.
Nestle Capital Corp. 0.225000%
64105HU83
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
6400000.00
6399720.00
0.0005
N
6399914.88
6399914.88
Nestle Capital Corp.
Nestle Capital Corp. 0.265000%
64105HUD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
25000000.00
24997791.67
0.0021
N
24999457.50
24999457.50
Nestle Capital Corp.
Nestle Capital Corp. 0.205000%
64105HUD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
20000000.00
19998633.33
0.0017
N
19999566.00
19999566.00
Nestle Capital Corp.
Nestle Capital Corp. 0.130000%
64105HUD2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
550000.00
549976.17
0.0000
N
549988.07
549988.07
Nestle Capital Corp.
Nestle Capital Corp. 0.215000%
64105HUE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
10000000.00
9999223.61
0.0008
N
9999767.00
9999767.00
Nestle Capital Corp.
Nestle Capital Corp. 0.200000%
64105HV25
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
10000000.00
9998222.22
0.0008
N
9999413.00
9999413.00
Nestle Capital Corp.
Nestle Capital Corp. 0.120000%
64105HV90
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
40000000.00
39994800.00
0.0033
N
39996756.00
39996756.00
Nestle Capital Corp.
Nestle Capital Corp. 0.190000%
64105HVA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
20750000.00
20745619.44
0.0017
N
20748227.95
20748227.95
Nestle Capital Corp.
Nestle Capital Corp. 0.120000%
64105HVF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
30000000.00
29995500.00
0.0025
N
29996934.00
29996934.00
Nestle Capital Corp.
Nestle Capital Corp. 0.125000%
64105HVF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
18415000.00
18412122.66
0.0015
N
18413117.99
18413117.99
Nestle Capital Corp.
Nestle Capital Corp. 0.159900%
64105HVQ2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
15600000.00
15596257.95
0.0013
N
15598093.68
15598093.68
Nestle Capital Corp.
Nestle Capital Corp. 0.110000%
64105HVW9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
10000000.00
9998166.67
0.0008
N
9998628.00
9998628.00
Nestle Capital Corp.
Nestle Capital Corp. 0.180000%
64105HW99
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
18345000.00
18338579.25
0.0015
N
18341852.00
18341852.00
Nestle Capital Corp.
Nestle Capital Corp. 0.120000%
64105HWC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
25000000.00
24993916.67
0.0021
N
24995427.50
24995427.50
Nestle Capital Corp.
Nestle Capital Corp. 0.205000%
64105HWS7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
10000000.00
9995045.83
0.0008
N
9997580.00
9997580.00
Nestle Capital Corp.
Nestle Capital Corp. 0.240000%
64105HX31
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
22000000.00
21986213.33
0.0018
N
21994020.40
21994020.40
Novartis Finance Corp.
Novartis Finance Corp. 0.245000%
6698M5UE7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
14200000.00
14198743.69
0.0012
N
14199403.60
14199403.60
Novartis Finance Corp.
Novartis Finance Corp. 0.270000%
6698M5V89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
20000000.00
19994300.00
0.0017
N
19996576.00
19996576.00
Novartis Finance Corp.
Novartis Finance Corp. 0.260000%
6698M5V89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
10500000.00
10497118.33
0.0009
N
10498202.40
10498202.40
Novartis Finance Corp.
Novartis Finance Corp. 0.230000%
6698M5W96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
30000000.00
29986583.33
0.0025
N
29988462.00
29988462.00
Novartis Finance Corp.
Novartis Finance Corp. 0.260000%
6698M5XB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
10000000.00
9992633.33
0.0008
N
9993448.00
9993448.00
Old Line Funding LLC
Old Line Funding LLC 0.210000%
67983UU50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
Y
Royal Bank of Canada
N/A
N/A
N
50000000.00
49998833.34
0.0042
N
49999720.00
49999720.00
Old Line Funding LLC
Old Line Funding LLC 0.220000%
67983UU76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
Y
Royal Bank of Canada
N/A
N/A
N
16028000.00
16027412.31
0.0013
N
16027874.98
16027874.98
Old Line Funding LLC
Old Line Funding LLC 0.130000%
67983UU84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Royal Bank of Canada
N/A
N/A
N
7900000.00
7899800.31
0.0007
N
7899929.69
7899929.69
Old Line Funding LLC
Old Line Funding LLC 0.120000%
67983UU84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Royal Bank of Canada
N/A
N/A
N
4000000.00
3999906.67
0.0003
N
3999964.40
3999964.40
Old Line Funding LLC
Old Line Funding LLC 0.130000%
67983UUC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
Y
Royal Bank of Canada
N/A
N/A
N
20000000.00
19999205.56
0.0017
N
19999734.00
19999734.00
Old Line Funding LLC
Old Line Funding LLC 0.220000%
67983UUC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
Y
Royal Bank of Canada
N/A
N/A
N
10000000.00
9999327.78
0.0008
N
9999867.00
9999867.00
Old Line Funding LLC
Old Line Funding LLC 0.160000%
67983UUK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Royal Bank of Canada
N/A
N/A
N
25000000.00
24998000.00
0.0021
N
24999472.50
24999472.50
Old Line Funding LLC
Old Line Funding LLC 0.200000%
67983UUR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
Y
Royal Bank of Canada
N/A
N/A
N
12750000.00
12748300.00
0.0011
N
12749645.55
12749645.55
Old Line Funding LLC
Old Line Funding LLC 0.180000%
67983UVA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
Y
Royal Bank of Canada
N/A
N/A
N
17012000.00
17008597.60
0.0014
N
17010662.86
17010662.86
Old Line Funding LLC
Old Line Funding LLC 0.170000%
67983UVN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
Y
Royal Bank of Canada
N/A
N/A
N
20000000.00
19995088.89
0.0017
N
19997498.00
19997498.00
Old Line Funding LLC
Old Line Funding LLC 0.170000%
67983UWD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
Y
Royal Bank of Canada
N/A
N/A
N
25024000.00
25015255.50
0.0021
N
25018787.50
25018787.50
Old Line Funding LLC
Old Line Funding LLC 0.170000%
67983UWL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
Y
Royal Bank of Canada
N/A
N/A
N
37700000.00
37685579.75
0.0032
N
37690982.16
37690982.16
Old Line Funding LLC
Old Line Funding LLC 0.170000%
67983UWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
Y
Royal Bank of Canada
N/A
N/A
N
30000000.00
29988383.34
0.0025
N
29992737.00
29992737.00
Old Line Funding LLC
Old Line Funding LLC 0.180000%
67983UWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
Y
Royal Bank of Canada
N/A
N/A
N
15000000.00
14993850.00
0.0013
N
14996368.50
14996368.50
Private Export Funding Corp.
Private Export Funding Corp. 0.390000%
7426M5U51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
10000000.00
9999566.67
0.0008
N
9999889.00
9999889.00
Private Export Funding Corp.
Private Export Funding Corp. 0.400000%
7426M5U69
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
15000000.00
14999166.67
0.0013
N
14999800.50
14999800.50
Private Export Funding Corp.
Private Export Funding Corp. 0.245000%
7426M5U85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
25000000.00
24998809.03
0.0021
N
24999545.00
24999545.00
Private Export Funding Corp.
Private Export Funding Corp. 0.245000%
7426M5UF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
20000000.00
19998094.44
0.0017
N
19999250.00
19999250.00
Private Export Funding Corp.
Private Export Funding Corp. 0.250000%
7426M5UF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
20000000.00
19998055.55
0.0017
N
19999250.00
19999250.00
Private Export Funding Corp.
Private Export Funding Corp. 0.260000%
7426M5UR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
25000000.00
24995666.67
0.0021
N
24998532.50
24998532.50
Private Export Funding Corp.
Private Export Funding Corp. 0.190000%
7426M5VB7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
20000000.00
19995672.22
0.0017
N
19997526.00
19997526.00
Private Export Funding Corp.
Private Exp. Funding 0.120000%
7426M5WK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
20000000.00
19994666.67
0.0017
N
19993790.00
19993790.00
Private Export Funding Corp.
Private Export Funding Corp. 0.150000%
7426M5X41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
20000000.00
19992083.33
0.0017
N
19991786.00
19991786.00
Private Export Funding Corp.
Private Export Funding Corp. 0.170000%
7426M5X41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
10000000.00
9995513.89
0.0008
N
9995893.00
9995893.00
Private Export Funding Corp.
Private Export Funding Corp. 0.150000%
7426M5X66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
12550000.00
12544927.71
0.0010
N
12544705.16
12544705.16
Private Export Funding Corp.
Private Export Funding Corp. 0.150000%
7426M5XQ2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
25000000.00
24988020.84
0.0021
N
24986547.50
24986547.50
Private Export Funding Corp.
Private Export Funding Corp. 0.150000%
7426M5XT6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
23000000.00
22988691.67
0.0019
N
22987152.20
22987152.20
Private Export Funding Corp.
Private Export Funding Corp. 0.190000%
7426M5YF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
30000000.00
29978308.33
0.0025
N
29979069.00
29979069.00
Private Export Funding Corp.
Private Export Funding Corp. 0.170000%
7426M5YF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
21000000.00
20986414.16
0.0018
N
20985348.30
20985348.30
Private Export Funding Corp.
Private Export Funding Corp. 0.200000%
7426M5Z15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
15000000.00
14987250.00
0.0013
N
14987743.50
14987743.50
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.080000%
74273MU53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
29500000.00
29499737.78
0.0025
N
29499755.15
29499755.15
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.085000%
74273MU61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
31550000.00
31549627.53
0.0026
N
31549684.50
31549684.50
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.080000%
74273MUC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
4050000.00
4049901.00
0.0003
N
4049919.00
4049919.00
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.080000%
74273MUE4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
25000000.00
24999277.78
0.0021
N
24999417.50
24999417.50
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.090000%
74273MUF1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
30000000.00
29998950.00
0.0025
N
29999250.00
29999250.00
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.080000%
74273MUK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
30000000.00
29998800.00
0.0025
N
29999049.00
29999049.00
Procter & Gamble International Funding SCA
Procter & Gamble International Funding SCA 0.085000%
74273MUL8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
14600000.00
14599345.03
0.0012
N
14599513.82
14599513.82
Province of Ontario Canada
Province of Ontario Canada 2.625000%
683234B31
Other Note
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
17600000.00
17810034.13
0.0015
N
17814614.40
17814614.40
Province of Ontario Canada
Province of Ontario Canada 0.080000%
68323KUV2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
25000000.00
24998444.45
0.0021
N
24997220.00
24997220.00
Province of Ontario Canada
Province of Ontario Canada 0.110000%
68323KV33
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
49600000.00
49594998.67
0.0041
N
49593065.92
49593065.92
Province of Ontario Canada
Province of Ontario Canada 0.100000%
68323KWW8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-30
2011-09-30
N
N
N
25000000.00
24993680.56
0.0021
N
24985880.00
24985880.00
Province of Ontario Canada
Province of Ontario Canada 0.120000%
68323KXR8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
28100000.00
28089134.67
0.0024
N
28078264.65
28078264.65
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.275000%
74977LU54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
25000000.00
24999236.11
0.0021
N
24999792.50
24999792.50
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.270000%
74977LU54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
10000000.00
9999700.00
0.0008
N
9999917.00
9999917.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.180000%
74977LV38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
50000000.00
49991750.00
0.0042
N
49996930.00
49996930.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.265000%
74977LV53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
25000000.00
24993559.03
0.0021
N
24998300.00
24998300.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.350000%
74977LVF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
20000000.00
19991250.00
0.0017
N
19997956.00
19997956.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.230000%
74977LVF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
10000000.00
9997125.00
0.0008
N
9998978.00
9998978.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.345000%
74977LW60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
20000000.00
19987158.33
0.0017
N
19996788.00
19996788.00
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.340000%
74977LW60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
10150000.00
10143577.31
0.0008
N
10148369.91
10148369.91
Rabobank U.S.A. Financial Corp.
Rabobank U.S.A. Financial Corp. 0.345000%
74977LW86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
20000000.00
19986775.00
0.0017
N
19996616.00
19996616.00
Royal Bank of Canada
Royal Bank of Canada 0.250000%
78009BVF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
27685000.00
27676348.44
0.0023
N
27682170.59
27682170.59
Royal Bank of Canada
Royal Bank of Canada 0.285800%
78009JZB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2012-01-27
N
N
N
40000000.00
40014043.34
0.0033
N
40022440.40
40022440.40
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.170000%
82124MU81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Barclays Bank Plc
N/A
N/A
N
29000000.00
28999041.39
0.0024
N
28999141.60
28999141.60
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.160000%
82124MUJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
Y
Barclays Bank Plc
N/A
N/A
N
20000000.00
19998488.89
0.0017
N
19998450.00
19998450.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.200000%
82124MUK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
Y
Barclays Bank Plc
N/A
N/A
N
10000000.00
9999000.00
0.0008
N
9999171.00
9999171.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.160000%
82124MUS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
Y
Barclays Bank Plc
N/A
N/A
N
10000000.00
9998888.89
0.0008
N
9998801.00
9998801.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.140000%
82124MUU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
Y
Barclays Bank Plc
N/A
N/A
N
20000000.00
19997900.00
0.0017
N
19997386.00
19997386.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.150000%
82124MV98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
Y
Barclays Bank Plc
N/A
N/A
N
20000000.00
19996750.00
0.0017
N
19996066.00
19996066.00
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.140000%
82124MVG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
Y
Barclays Bank Plc
N/A
N/A
N
33000000.00
32994096.67
0.0028
N
32992202.10
32992202.10
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.180000%
82124MVJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
Y
Barclays Bank Plc
N/A
N/A
N
22000000.00
21994720.00
0.0018
N
21994519.80
21994519.80
Sheffield Receivables Corp.
Sheffield Receivables Corp. 0.180000%
82124MVW7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
Y
Barclays Bank Plc
N/A
N/A
N
25000000.00
24992500.00
0.0021
N
24991910.00
24991910.00
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257C3G5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
10000000.00
9999444.44
0.0008
N
9999740.00
9999740.00
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257GWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
9000000.00
8999750.00
0.0008
N
8999880.30
8999880.30
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257GXT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
20687000.00
20683092.46
0.0017
N
20684227.94
20684227.94
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257JWX1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
29339000.00
29338185.03
0.0025
N
29338609.79
29338609.79
Straight-A Funding LLC
Straight-A Funding LLC 0.190000%
86257JXG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
45000000.00
44995962.50
0.0038
N
44997862.50
44997862.50
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257KXN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
15000000.00
14999500.00
0.0013
N
14999766.00
14999766.00
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257KXR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
20000000.00
19998777.78
0.0017
N
19999426.00
19999426.00
Straight-A Funding LLC
Straight-A Funding LLC 0.190000%
86257KYE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
19000000.00
18996891.39
0.0016
N
18998113.30
18998113.30
Straight-A Funding LLC
Straight-A Funding LLC 0.160000%
86257KYM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
19000000.00
18997888.89
0.0016
N
18998552.20
18998552.20
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257KYP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
5003000.00
5002173.11
0.0004
N
5002429.66
5002429.66
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257KYQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
25000000.00
24995395.83
0.0021
N
24996767.50
24996767.50
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257KYT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
18500000.00
18496505.56
0.0015
N
18497521.00
18497521.00
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257KYV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
24500000.00
24495487.92
0.0020
N
24496832.15
24496832.15
Straight-A Funding LLC
Straight-A Funding LLC 0.160000%
86257KYY4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
14257000.00
14253705.05
0.0012
N
14254145.75
14254145.75
Straight-A Funding LLC
Straight-A Funding LLC 0.160000%
86257KZA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
48230000.00
48216495.60
0.0040
N
48216539.01
48216539.01
Straight-A Funding LLC
Straight-A Funding LLC 0.200000%
86257L2N1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
13500000.00
13499475.00
0.0011
N
13499755.65
13499755.65
Straight-A Funding LLC
Straight-A Funding LLC 0.170000%
86257MN63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
35500000.00
35492959.17
0.0030
N
35494983.85
35494983.85
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.150000%
89112YE33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
44500000.00
44500000.00
0.0037
N
44500521.10
44500521.10
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.170000%
89112YE41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
50000000.00
50000000.00
0.0042
N
50001915.50
50001915.50
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.165000%
89112YF24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
45000000.00
45000000.00
0.0038
N
45001530.45
45001530.45
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.170000%
89112YF57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
37000000.00
37000000.00
0.0031
N
37001665.37
37001665.37
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.270000%
89112YVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
20000000.00
20000000.00
0.0017
N
20000544.20
20000544.20
Toronto-Dominion Bank (The)
Toronto-Dominion Bank (The) 0.270000%
89112YWD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
40000000.00
40000000.00
0.0033
N
40001088.40
40001088.40
Toronto-Dominion Holdings U.S.A., Inc.
Toronto-Dominion Holdings U.S.A., Inc. 0.150000%
89116FUF5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
25000000.00
24998541.67
0.0021
N
24999270.00
24999270.00
Toronto-Dominion Holdings U.S.A., Inc.
Toronto-Dominion Holdings U.S.A., Inc. 0.150000%
89116FUV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
15000000.00
14998250.00
0.0013
N
14999154.00
14999154.00
Toronto-Dominion Holdings U.S.A., Inc.
Toronto-Dominion Holdings U.S.A., Inc. 0.130000%
89116FVB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
20000000.00
19997038.89
0.0017
N
19997994.00
19997994.00
Toronto-Dominion Holdings U.S.A., Inc.
Toronto-Dominion Holdings U.S.A., Inc. 0.150000%
89116FWV8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
N
20000000.00
19992500.00
0.0017
N
19994388.00
19994388.00
U.S. Treasury Bill
U.S. Treasury Bill 0.162600%
9127952A8
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
30000000.00
29992552.08
0.0025
N
29999310.00
29999310.00
U.S. Treasury Bill
U.S. Treasury Bill 0.152500%
9127952A8
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
20000000.00
19995340.28
0.0017
N
19999540.00
19999540.00
U.S. Treasury Bill
U.S. Treasury Bill 0.110000%
9127952K6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
20000000.00
19993216.67
0.0017
N
19997840.00
19997840.00
U.S. Treasury Bill
U.S. Treasury Bill 0.066000%
9127952K6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
17200000.00
17196499.80
0.0014
N
17198142.40
17198142.40
U.S. Treasury Bill
U.S. Treasury Bill 0.111000%
9127952K6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
16640000.00
16634304.96
0.0014
N
16638202.88
16638202.88
U.S. Treasury Bill
U.S. Treasury Bill 0.095500%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
79000000.00
78970869.84
0.0066
N
78983252.00
78983252.00
U.S. Treasury Bill
U.S. Treasury Bill 0.096000%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
30000000.00
29988880.00
0.0025
N
29993640.00
29993640.00
U.S. Treasury Bill
U.S. Treasury Bill 0.091000%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
25000000.00
24991215.98
0.0021
N
24994700.00
24994700.00
U.S. Treasury Bill
U.S. Treasury Bill 0.242900%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
15325000.00
15310656.82
0.0013
N
15321751.10
15321751.10
U.S. Treasury Bill
U.S. Treasury Bill 0.184500%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
10000000.00
9992876.25
0.0008
N
9997880.00
9997880.00
U.S. Treasury Bill
U.S. Treasury Bill 0.092500%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4860000.00
4858264.24
0.0004
N
4858969.68
4858969.68
U.S. Treasury Bill
U.S. Treasury Bill 0.090000%
9127952P5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4630000.00
4628391.08
0.0004
N
4629018.44
4629018.44
U.S. Treasury Bill
U.S. Treasury Bill 0.136000%
9127952X8
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
10000000.00
9999773.33
0.0008
N
9999980.00
9999980.00
U.S. Treasury Bill
U.S. Treasury Bill 0.176500%
9127952Z3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
22760000.00
22758549.37
0.0019
N
22759886.20
22759886.20
U.S. Treasury Bill
U.S. Treasury Bill 0.176200%
9127952Z3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
20000000.00
19998728.89
0.0017
N
19999900.00
19999900.00
U.S. Treasury Bill
U.S. Treasury Bill 0.176000%
9127952Z3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
5770000.00
5769633.28
0.0005
N
5769971.15
5769971.15
U.S. Treasury Bill
U.S. Treasury Bill 0.181200%
9127953A7
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
25000000.00
24997486.11
0.0021
N
24999725.00
24999725.00
U.S. Treasury Bill
U.S. Treasury Bill 0.152600%
9127953E9
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
25000000.00
24994916.67
0.0021
N
24999500.00
24999500.00
U.S. Treasury Bill
U.S. Treasury Bill 0.158100%
9127953F6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
30000000.00
29991836.66
0.0025
N
29999130.00
29999130.00
U.S. Treasury Bill
U.S. Treasury Bill 0.155000%
9127953F6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
22000000.00
21994127.22
0.0018
N
21999362.00
21999362.00
U.S. Treasury Bill
U.S. Treasury Bill 0.055000%
9127953M1
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
35000000.00
34994813.19
0.0029
N
34996710.00
34996710.00
U.S. Treasury Bill
U.S. Treasury Bill 0.065000%
9127953P4
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
25000000.00
24995305.56
0.0021
N
24997700.00
24997700.00
U.S. Treasury Bill
U.S. Treasury Bill 0.107000%
9127953P4
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
16600000.00
16594868.76
0.0014
N
16598472.80
16598472.80
U.S. Treasury Bill
U.S. Treasury Bill 0.085000%
9127953T6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
25000000.00
24992208.33
0.0021
N
24994500.00
24994500.00
U.S. Treasury Bill
U.S. Treasury Bill 0.090000%
9127953T6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
22670000.00
22662518.90
0.0019
N
22665012.60
22665012.60
U.S. Treasury Bill
U.S. Treasury Bill 0.075000%
9127953T6
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
10000000.00
9997250.00
0.0008
N
9997800.00
9997800.00
U.S. Treasury Bill
U.S. Treasury Bill 0.097500%
9127953U3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-25
2011-11-25
N
N
N
27070000.00
27059222.76
0.0023
N
27062041.42
27062041.42
U.S. Treasury Bill
U.S. Treasury Bill 0.096000%
9127953U3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-25
2011-11-25
N
N
N
17790000.00
17783026.32
0.0015
N
17784769.74
17784769.74
U.S. Treasury Bill
U.S. Treasury Bill 0.105000%
9127953U3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-25
2011-11-25
N
N
N
14000000.00
13993997.50
0.0012
N
13995884.00
13995884.00
U.S. Treasury Bill
U.S. Treasury Bill 0.085000%
9127953V1
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
17000000.00
16993858.75
0.0014
N
16994798.00
16994798.00
U.S. Treasury Bill
U.S. Treasury Bill 0.095000%
9127953V1
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
16910000.00
16903172.58
0.0014
N
16904825.54
16904825.54
U.S. Treasury Bill
U.S. Treasury Bill 0.100000%
9127953V1
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
10800000.00
10795410.00
0.0009
N
10796695.20
10796695.20
U.S. Treasury Bill
U.S. Treasury Bill 0.065000%
9127953X7
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
9750000.00
9747183.34
0.0008
N
9746811.75
9746811.75
U.S. Treasury Bill
U.S. Treasury Bill 0.077500%
9127953Y5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
25000000.00
24990635.42
0.0021
N
24989500.00
24989500.00
U.S. Treasury Bill
U.S. Treasury Bill 0.105100%
9127953Z2
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-29
2011-12-29
N
N
N
20000000.00
19989441.66
0.0017
N
19990260.00
19990260.00
U.S. Treasury Note
U.S. Treasury Note 1.125000%
912828KA7
Treasury Debt
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
121815000.00
122321452.89
0.0102
N
122376445.34
122376445.34
U.S. Treasury Note
U.S. Treasury Note 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
52025000.00
52298166.95
0.0044
N
52305466.78
52305466.78
U.S. Treasury Note
U.S. Treasury Note 1.375000%
912828KC3
Treasury Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
41000000.00
41274085.49
0.0035
N
41315495.00
41315495.00
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828LG3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-31
2011-07-31
N
N
N
32000000.00
32020136.19
0.0027
N
32024992.00
32024992.00
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828LT5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
N
N
149195000.00
149608668.37
0.0125
N
149649597.17
149649597.17
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828LV0
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
26000000.00
26031316.97
0.0022
N
26040612.00
26040612.00
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828LW8
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-30
2011-09-30
N
N
N
101650000.00
101850570.93
0.0085
N
101888267.60
101888267.60
U.S. Treasury Note
U.S. Treasury Note 0.875000%
912828MJ6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-31
2012-01-31
N
N
N
104685000.00
105074695.98
0.0088
N
105142996.88
105142996.88
U.S. Treasury Note
U.S. Treasury Note 0.750000%
912828MM9
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
158245000.00
158613795.22
0.0133
N
158671470.29
158671470.29
U.S. Treasury Note
U.S. Treasury Note 0.875000%
912828MQ0
Treasury Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
55085000.00
55321065.68
0.0046
N
55351611.40
55351611.40
U.S. Treasury Note
U.S. Treasury Note 1.000000%
912828MU1
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-31
2012-03-31
N
N
N
3745000.00
3765555.49
0.0003
N
3767956.85
3767956.85
U.S. Treasury Note
U.S. Treasury Note 0.750000%
912828NE6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
50000000.00
50212025.32
0.0042
N
50242000.00
50242000.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.340000%
92217MU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
Y
Wells Fargo Bank NA
N/A
N/A
N
25000000.00
24999055.56
0.0021
N
24999582.50
24999582.50
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.160000%
92217MU62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
Y
Wells Fargo Bank NA
N/A
N/A
N
25000000.00
24999444.44
0.0021
N
24999500.00
24999500.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.160000%
92217MU88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
Y
Wells Fargo Bank NA
N/A
N/A
N
41700000.00
41698702.67
0.0035
N
41698861.59
41698861.59
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.200000%
92217MUE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
Y
Wells Fargo Bank NA
N/A
N/A
N
45000000.00
44996750.00
0.0038
N
44997583.50
44997583.50
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.195000%
92217MUL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
Y
Wells Fargo Bank NA
N/A
N/A
N
44000000.00
43995471.67
0.0037
N
43996383.20
43996383.20
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.200000%
92217MUL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
Y
Wells Fargo Bank NA
N/A
N/A
N
26048000.00
26045250.49
0.0022
N
26045858.85
26045858.85
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.150000%
92217MUN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
Y
Wells Fargo Bank NA
N/A
N/A
N
20000000.00
19998250.00
0.0017
N
19998154.00
19998154.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.150000%
92217MUU9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
Y
Wells Fargo Bank NA
N/A
N/A
N
10000000.00
9998875.00
0.0008
N
9998771.00
9998771.00
Variable Funding Capital Co. LLC
Variable Funding Capital Co. LLC 0.150000%
92217MV20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
Y
Wells Fargo Bank NA
N/A
N/A
N
10000000.00
9998666.66
0.0008
N
9998515.00
9998515.00
Wal-Mart Stores, Inc.
Wal-Mart Stores, Inc. 0.070000%
93114FUB8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
20000000.00
19999611.11
0.0017
N
19999634.00
19999634.00
Wal-Mart Stores, Inc.
Wal-Mart Stores, Inc. 0.070000%
93114FUD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
20000000.00
19999533.33
0.0017
N
19999566.00
19999566.00
Wal-Mart Stores, Inc.
Wal-Mart Stores, Inc. 0.080000%
93114FUK8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
N
25000000.00
24999000.00
0.0021
N
24999207.50
24999207.50
Wal-Mart Stores, Inc.
Wal-Mart Stores, Inc. 0.080000%
93114FUS1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
40000000.00
39997777.78
0.0033
N
39998268.00
39998268.00
Westpac Banking Corp.
Westpac Banking Corp. 0.260000%
9612C1U54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
4655000.00
4654865.52
0.0004
N
4654954.85
4654954.85
Westpac Banking Corp.
Westpac Banking Corp. 0.190000%
9612C1UR6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
20000000.00
19997466.67
0.0017
N
19998766.00
19998766.00
Westpac Banking Corp.
Westpac Banking Corp. 0.195000%
9612C1V12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
18000000.00
17996977.50
0.0015
N
17998372.80
17998372.80
Westpac Banking Corp.
Westpac Banking Corp. 0.240000%
9612C1V20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
30000000.00
29993600.00
0.0025
N
29997195.00
29997195.00
Westpac Banking Corp.
Westpac Banking Corp. 0.300000%
9612C1V87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
36431000.00
36419463.52
0.0030
N
36426817.72
36426817.72
Westpac Banking Corp.
Westpac Banking Corp. 0.230000%
9612C1VK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
25000000.00
24992173.61
0.0021
N
24996295.00
24996295.00
Westpac Banking Corp.
Westpac Banking Corp. 0.210000%
9612C1W60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
31745000.00
31732593.00
0.0027
N
31738384.34
31738384.34
Westpac Banking Corp.
Westpac Banking Corp. 0.350000%
9612C1W78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
9100000.00
9093983.89
0.0008
N
9098046.23
9098046.23
Westpac Banking Corp.
Westpac Banking Corp. 0.250000%
9612C1WF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
5800000.00
5796938.89
0.0005
N
5798482.14
5798482.14
Westpac Banking Corp.
Westpac Banking Corp. 0.250000%
9612C1X69
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
8000000.00
7994611.11
0.0007
N
7996784.00
7996784.00